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SCHI vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHI vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 5-10 Year Corporate Bond ETF (SCHI) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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SCHI vs. BND - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHI
Schwab 5-10 Year Corporate Bond ETF
-0.42%9.47%3.32%8.97%-14.06%-1.85%9.74%1.00%
BND
Vanguard Total Bond Market ETF
0.05%7.08%1.38%5.65%-13.11%-1.86%7.71%0.01%

Returns By Period

In the year-to-date period, SCHI achieves a -0.42% return, which is significantly lower than BND's 0.05% return.


SCHI

1D
0.58%
1M
-1.97%
YTD
-0.42%
6M
0.72%
1Y
6.15%
3Y*
5.61%
5Y*
1.46%
10Y*

BND

1D
0.22%
1M
-1.74%
YTD
0.05%
6M
0.95%
1Y
4.24%
3Y*
3.59%
5Y*
0.24%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHI vs. BND - Expense Ratio Comparison

SCHI has a 0.05% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SCHI vs. BND — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHI
SCHI Risk / Return Rank: 7474
Overall Rank
SCHI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 7373
Sortino Ratio Rank
SCHI Omega Ratio Rank: 6666
Omega Ratio Rank
SCHI Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCHI Martin Ratio Rank: 7575
Martin Ratio Rank

BND
BND Risk / Return Rank: 5959
Overall Rank
BND Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND Sortino Ratio Rank: 5858
Sortino Ratio Rank
BND Omega Ratio Rank: 4949
Omega Ratio Rank
BND Calmar Ratio Rank: 7474
Calmar Ratio Rank
BND Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHI vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and Vanguard Total Bond Market ETF (BND). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SCHIBNDDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.99

+0.28

Sortino ratio

Return per unit of downside risk

1.77

1.41

+0.36

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

2.11

1.81

+0.30

Martin ratio

Return relative to average drawdown

7.49

4.98

+2.52

SCHI vs. BND - Sharpe Ratio Comparison

The current SCHI Sharpe Ratio is 1.27, which is comparable to the BND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SCHI and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHIBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.99

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.04

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.59

-0.30

Correlation

The correlation between SCHI and BND is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SCHI vs. BND - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 5.02%, more than BND's 3.91% yield.


TTM20252024202320222021202020192018201720162015
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.02%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.91%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

SCHI vs. BND - Drawdown Comparison

The maximum SCHI drawdown since its inception was -20.67%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for SCHI and BND.


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Drawdown Indicators


SCHIBNDDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-18.58%

-2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.44%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-17.91%

-2.76%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-1.97%

-2.58%

+0.61%

Average Drawdown

Average peak-to-trough decline

-5.83%

-3.07%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.89%

-0.04%

Volatility

SCHI vs. BND - Volatility Comparison

Schwab 5-10 Year Corporate Bond ETF (SCHI) has a higher volatility of 2.13% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that SCHI's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHIBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

1.63%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

2.52%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

4.30%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

6.00%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.47%

5.52%

+1.95%